Gits (Hooglede) Belgium
Legendary Market Wizard
Experience: Master
Platform: NinjaTrader, Proprietary,
Broker: Ninjabrokerage/IQfeed + Synthetic datafeed
Trading: 6A, 6B, 6C, 6E, 6J, 6S, ES, NQ, YM, AEX, CL, NG, ZB, ZN, ZC, ZS, GC
Posts: 2,997 since Sep 2013
Thanks Given: 2,442
Thanks Received: 5,860
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What is the value of testing such a long period using tick data ?
Just a few quick thoughts...
Just to mention one event : some of the instruments have changed their
price to half of the tick value, did you reflect on how you will deal with that ?
How will you deal with the roll ?
Will you test contract per contract ? or will you stitch it together into a continuous
contract ? Doing that over a period of 10 years has a significant impact on the very
first period
Taking all above into consideration, i think it needs some "slice and dice" and hence
the data on the tick thread may give you a good start ... without spending any
penny on it...
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